| Publication | Date of Publication | Type |
|---|
| On the compensator of step processes in progressively enlarged filtrations and related control problems | 2024-02-15 | Paper |
| Progressively Enlargement of Filtrations and Control Problems for Step Processes | 2021-12-23 | Paper |
Optimal control for stochastic Volterra equations with multiplicative Lévy noise
NoDEA. Nonlinear Differential Equations and Applications | 2020-05-12 | Paper |
Backward SDEs and infinite horizon stochastic optimal control
ESAIM: Control, Optimisation and Calculus of Variations | 2020-04-29 | Paper |
BSDE representation and randomized dynamic programming principle for stochastic control problems of infinite-dimensional jump-diffusions
Electronic Journal of Probability | 2019-09-19 | Paper |
BSDE representation and randomized dynamic programming principle for stochastic control problems of infinite-dimensional jump-diffusions
Electronic Journal of Probability | 2019-09-19 | Paper |
\(L^p\) solution of backward stochastic differential equations driven by a marked point process
MCSS. Mathematics of Control, Signals, and Systems | 2018-12-21 | Paper |
Linear-quadratic optimal control under non-Markovian switching
Stochastic Analysis and Applications | 2018-03-14 | Paper |
Optimal control of semi-Markov processes with a backward stochastic differential equations approach
MCSS. Mathematics of Control, Signals, and Systems | 2017-04-28 | Paper |
Backward stochastic differential equation driven by a marked point process: an elementary approach with an application to optimal control
The Annals of Applied Probability | 2016-08-23 | Paper |
Backward stochastic differential equation driven by a marked point process: an elementary approach with an application to optimal control
The Annals of Applied Probability | 2016-08-23 | Paper |
Feedback optimal control for stochastic Volterra equations with completely monotone kernels
Mathematical Control and Related Fields | 2015-11-02 | Paper |
Filtering of continuous-time Markov chains with noise-free observation and applications
Stochastics | 2014-04-25 | Paper |
Optimal control for stochastic heat equation with memory
Evolution Equations and Control Theory | 2014-03-11 | Paper |
Backward stochastic differential equations associated to jump Markov processes and applications
Stochastic Processes and their Applications | 2014-02-06 | Paper |
Backward stochastic differential equations and optimal control of marked point processes
SIAM Journal on Control and Optimization | 2014-01-27 | Paper |
Optimal control for stochastic Volterra equations with completely monotone kernels
SIAM Journal on Control and Optimization | 2012-08-10 | Paper |
Quadratic BSDEs with random terminal time and elliptic PDEs in infinite dimension.
Electronic Journal of Probability | 2009-11-20 | Paper |
Quadratic BSDEs with random terminal time and elliptic PDEs in infinite dimension.
Electronic Journal of Probability | 2009-11-20 | Paper |
Quadratic BSDEs with random terminal time and elliptic PDEs in infinite dimension.
Electronic Journal of Probability | 2009-11-20 | Paper |
Differentiability of backward stochastic differential equations in Hilbert spaces with monotone generators
Applied Mathematics and Optimization | 2008-09-22 | Paper |
Optimal control of stochastic differential equations with dynamical boundary conditions
Journal of Mathematical Analysis and Applications | 2008-06-17 | Paper |
Besides with stochastic Lipschitz condition and quadratic PDEs in Hilbert spaces
Stochastic Processes and their Applications | 2008-04-28 | Paper |
Dissipative backward stochastic differential equations with locally Lipschitz nonlinearity
Stochastic Processes and their Applications | 2007-05-03 | Paper |
DISSIPATIVE BACKWARD STOCHASTIC DIFFERENTIAL EQUATIONS IN INFINITE DIMENSIONS
Infinite Dimensional Analysis, Quantum Probability and Related Topics | 2006-05-03 | Paper |
Markovian lifting and optimal control for integral stochastic Volterra equations with completely monotone kernels
(available as arXiv preprint) | N/A | Paper |
